๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Cash Flow Volatility, Prices and Price Volatility: An Experimental Study

โœ Scribed by Nuriddin Ikromov; Abdullah Yavas

Book ID
106514022
Publisher
Springer US
Year
2011
Tongue
English
Weight
630 KB
Volume
44
Category
Article
ISSN
0895-5638

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Cash trading and index futures price vol
Cash trading and index futures price volatility
โœ Jinliang Li ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 169 KB ๐Ÿ‘ 1 views

The author wishes to thank Robert I. Webb (the editor) and an anonymous referee for very helpful comments, as well as Charles Bartlett from SIFMA for providing part of the data. Financial support from Citi Foundation is gratefully acknowledged.

The causal relationship between futures
The causal relationship between futures price volatility and the cash price volatility of GNMA securities
โœ Anand K. Bhattacharya; Anju Ramjee; Balasubramani Ramjee ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 615 KB

utures markets arose from the need to reduce price risk. The economic functions F of futures markets are to provide an arena for competitive market price discovery, a hedging vehicle for producers and processors of actual commodities, and a means for improving the efficiency of the market. However,